Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-29 0.281791 0.305658 0.331440 0.361504 0.395784 0.433873 0.479707
2025-07-06 0.245454 0.275330 0.309290 0.351165 0.402001 0.462509 0.541208
2025-07-13 0.227752 0.262344 0.303306 0.356212 0.423997 0.509795 0.629831
2025-07-20 0.213992 0.251841 0.298188 0.360429 0.443994 0.555771 0.723230
2025-07-27 0.200461 0.239961 0.289645 0.358531 0.454719 0.589687 0.804746
2025-08-03 0.190558 0.231595 0.284474 0.359972 0.469351 0.630083 0.902522
2025-08-10 0.177722 0.218340 0.271597 0.349274 0.464932 0.640971 0.954206
2025-08-17 0.165903 0.205614 0.258423 0.336815 0.456247 0.643565 0.991387
2025-08-24 0.159258 0.199391 0.253650 0.335886 0.464658 0.674155 1.084543
2025-08-31 0.156547 0.198302 0.255842 0.345207 0.489810 0.735848 1.251699
2025-09-07 0.151477 0.193590 0.252475 0.345673 0.500425 0.773415 1.379215
2025-09-14 0.146147 0.188203 0.247752 0.343563 0.506322 0.802926 1.496825
2025-09-21 0.140953 0.182899 0.243045 0.341445 0.512563 0.835215 1.634450
2025-09-28 0.134407 0.175334 0.234544 0.332561 0.505905 0.840984 1.707417
2025-10-05 0.131832 0.173439 0.234492 0.337511 0.524781 0.902108 1.952846
2025-10-12 0.129215 0.171333 0.233958 0.341543 0.542319 0.963602 2.228991
2025-10-19 0.125467 0.167356 0.230269 0.339853 0.548591 1.000950 2.447679
2025-10-26 0.122648 0.164651 0.228429 0.341214 0.560984 1.054970 2.755957
2025-11-02 0.117604 0.158357 0.220555 0.331337 0.549564 1.048863 2.833075
2025-11-09 0.112495 0.151803 0.212015 0.319811 0.533817 1.029792 2.851277
2025-11-16 0.109879 0.149006 0.209450 0.318953 0.540350 1.069300 3.145529
2025-11-23 0.109309 0.149346 0.211996 0.327584 0.568012 1.170925 3.816654
2025-11-30 0.107177 0.147150 0.210227 0.328017 0.577728 1.225071 4.305168